Data

Missing Derived

Missing Prices

Portfolio Summary

Leverage

## Warning: `aes_string()` was deprecated in ggplot2 3.0.0.
## i Please use tidy evaluation idioms with `aes()`.
## i See also `vignette("ggplot2-in-packages")` for more information.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was generated.

Names

Eff Names

Position Weight

Optimization Summary

Objective

Objective Terms

Objective Terms Scaled

Total Risk

Elapsed

Return Summary

Active Return

## Warning: `aes_()` was deprecated in ggplot2 3.0.0.
## i Please use tidy evaluation idioms with `aes()`
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was generated.

Total Return

Mean Return

Tracking Error

Std Dev

Sharpe Ratio

Information Ratio

Beta

Alpha

Capture

Drawdown Summary

Drawdowns

simulation_id

from

to

depth

length

to_trough

recovery

us-100-40-quality-nosrisk-mnsc

2012-01-01 00:00:00

2012-05-01 00:00:00

-2.76%

5

2

3

us-100-40-quality-nosrisk-mnsc

2015-04-01 00:00:00

2015-06-01 00:00:00

-3.33%

3

1

2

us-100-40-quality-nosrisk-mnsc

2016-03-01 00:00:00

2016-04-01 00:00:00

-2.14%

2

1

1

us-100-40-quality-nosrisk-mnsc

2017-01-01 00:00:00

2018-03-01 00:00:00

-5.88%

15

6

9

us-100-40-quality-nosrisk-mnsc

2018-04-01 00:00:00

-26.59%

70

42

us-100-40-quality-mnsc

2015-04-01 00:00:00

2015-07-01 00:00:00

-2.70%

4

1

3

us-100-40-quality-mnsc

2016-01-01 00:00:00

2016-12-01 00:00:00

-2.37%

12

8

4

us-100-40-quality-mnsc

2017-09-01 00:00:00

2017-11-01 00:00:00

-2.12%

3

1

2

us-100-40-quality-mnsc

2018-04-01 00:00:00

2019-02-01 00:00:00

-3.82%

11

4

7

us-100-40-quality-mnsc

2019-09-01 00:00:00

-18.46%

53

27

Returns

Moving Average - Total

Moving Average - Active

Moving Std Dev - Total

Moving Std Dev - Active

Moving Sharpe Ratio

Return Betas

Returns vs. Market

## Warning: Using `size` aesthetic for lines was deprecated in ggplot2 3.4.0.
## i Please use `linewidth` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was generated.

Rolling Betas

ex-Ante Risk Summary

Solution - Total

Solution - Active

Solution - by Type

Min Var

Min Var - Comparison

Min Var - Reduction

Portfolio Exposures

Signal

Alpha - z-Score

Alpha - ER

Industry

Alpha Factors

Variables

Active

Managed

Long

Short

Beta

Predicted Market Beta - Active

Predicted Market Beta - Managed

Predicted Market Beta - Long

Predicted Market Beta - Short

Beta Decomposition

Beta Decomposition - Active

Beta Decomposition - Managed

Macroeconomic Beta

Macroeconomic Beta - Active

Macroeconomic Beta - Managed

Geographical

Country

Region

Sector

Industry - GICS

Sector - GICS

Portfolio Quantile Weights

Signal

Alpha - z-Score

Alpha - z-Score - Long

Alpha - z-Score - Short

Industry - z-Score

Beta

Predicted Market Beta - Managed

Predicted Market Beta - Active

Predicted Market Beta - Long

Predicted Market Beta - Short

Variables

Variables - Managed

Variables - Active

Variables - Long

Variables - Short

TC

Diagonal

Full

Trading Summary

Turnover

User: kcole